CME eMini Russell 2000 Future June 2008
| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
719.3 |
721.5 |
2.2 |
0.3% |
739.5 |
| High |
731.4 |
734.8 |
3.4 |
0.5% |
744.5 |
| Low |
716.9 |
718.2 |
1.3 |
0.2% |
716.9 |
| Close |
721.8 |
734.0 |
12.2 |
1.7% |
734.0 |
| Range |
14.5 |
16.6 |
2.1 |
14.5% |
27.6 |
| ATR |
15.2 |
15.3 |
0.1 |
0.6% |
0.0 |
| Volume |
278,983 |
219,613 |
-59,370 |
-21.3% |
1,306,460 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
778.8 |
773.0 |
743.1 |
|
| R3 |
762.2 |
756.4 |
738.6 |
|
| R2 |
745.6 |
745.6 |
737.0 |
|
| R1 |
739.8 |
739.8 |
735.5 |
742.7 |
| PP |
729.0 |
729.0 |
729.0 |
730.5 |
| S1 |
723.2 |
723.2 |
732.5 |
726.1 |
| S2 |
712.4 |
712.4 |
731.0 |
|
| S3 |
695.8 |
706.6 |
729.4 |
|
| S4 |
679.2 |
690.0 |
724.9 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
814.6 |
801.9 |
749.2 |
|
| R3 |
787.0 |
774.3 |
741.6 |
|
| R2 |
759.4 |
759.4 |
739.1 |
|
| R1 |
746.7 |
746.7 |
736.5 |
739.3 |
| PP |
731.8 |
731.8 |
731.8 |
728.1 |
| S1 |
719.1 |
719.1 |
731.5 |
711.7 |
| S2 |
704.2 |
704.2 |
728.9 |
|
| S3 |
676.6 |
691.5 |
726.4 |
|
| S4 |
649.0 |
663.9 |
718.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
744.5 |
716.9 |
27.6 |
3.8% |
14.8 |
2.0% |
62% |
False |
False |
261,292 |
| 10 |
766.9 |
716.9 |
50.0 |
6.8% |
17.4 |
2.4% |
34% |
False |
False |
248,713 |
| 20 |
766.9 |
716.9 |
50.0 |
6.8% |
15.2 |
2.1% |
34% |
False |
False |
230,747 |
| 40 |
766.9 |
696.5 |
70.4 |
9.6% |
14.4 |
2.0% |
53% |
False |
False |
207,513 |
| 60 |
766.9 |
657.5 |
109.4 |
14.9% |
14.9 |
2.0% |
70% |
False |
False |
208,558 |
| 80 |
766.9 |
640.1 |
126.8 |
17.3% |
16.6 |
2.3% |
74% |
False |
False |
180,179 |
| 100 |
766.9 |
640.1 |
126.8 |
17.3% |
17.0 |
2.3% |
74% |
False |
False |
144,166 |
| 120 |
808.8 |
638.6 |
170.2 |
23.2% |
17.8 |
2.4% |
56% |
False |
False |
120,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
805.4 |
|
2.618 |
778.3 |
|
1.618 |
761.7 |
|
1.000 |
751.4 |
|
0.618 |
745.1 |
|
HIGH |
734.8 |
|
0.618 |
728.5 |
|
0.500 |
726.5 |
|
0.382 |
724.5 |
|
LOW |
718.2 |
|
0.618 |
707.9 |
|
1.000 |
701.6 |
|
1.618 |
691.3 |
|
2.618 |
674.7 |
|
4.250 |
647.7 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
731.5 |
731.3 |
| PP |
729.0 |
728.6 |
| S1 |
726.5 |
725.9 |
|